Move Downloaded Blend file into your assets folder. Then open that file and create new folder for your assets and move vfx into it

Use effects from the asset browser - just drag and drop desired effect.

Select imported collection and reset its location (Alt+G)

Select Collection and Make instances Real

If effect black in cycles - rise up transparent light paths 

Use CTRL object for moving the effect 
Universal steam object has modifier settings 
To change material select instance object 

You can also find some comments in material editor 

Dont Forget To bake this effect